Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 21-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
134.01 |
134.05 |
0.04 |
0.0% |
133.20 |
High |
134.25 |
134.18 |
-0.07 |
-0.1% |
134.25 |
Low |
133.67 |
133.06 |
-0.61 |
-0.5% |
133.00 |
Close |
134.19 |
133.16 |
-1.03 |
-0.8% |
134.19 |
Range |
0.58 |
1.12 |
0.54 |
93.1% |
1.25 |
ATR |
0.67 |
0.70 |
0.03 |
4.9% |
0.00 |
Volume |
895,826 |
1,154,139 |
258,313 |
28.8% |
4,600,884 |
|
Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.83 |
136.11 |
133.78 |
|
R3 |
135.71 |
134.99 |
133.47 |
|
R2 |
134.59 |
134.59 |
133.37 |
|
R1 |
133.87 |
133.87 |
133.26 |
133.67 |
PP |
133.47 |
133.47 |
133.47 |
133.37 |
S1 |
132.75 |
132.75 |
133.06 |
132.55 |
S2 |
132.35 |
132.35 |
132.95 |
|
S3 |
131.23 |
131.63 |
132.85 |
|
S4 |
130.11 |
130.51 |
132.54 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.56 |
137.13 |
134.88 |
|
R3 |
136.31 |
135.88 |
134.53 |
|
R2 |
135.06 |
135.06 |
134.42 |
|
R1 |
134.63 |
134.63 |
134.30 |
134.85 |
PP |
133.81 |
133.81 |
133.81 |
133.92 |
S1 |
133.38 |
133.38 |
134.08 |
133.60 |
S2 |
132.56 |
132.56 |
133.96 |
|
S3 |
131.31 |
132.13 |
133.85 |
|
S4 |
130.06 |
130.88 |
133.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.25 |
133.06 |
1.19 |
0.9% |
0.64 |
0.5% |
8% |
False |
True |
1,029,321 |
10 |
134.25 |
132.75 |
1.50 |
1.1% |
0.61 |
0.5% |
27% |
False |
False |
953,705 |
20 |
136.20 |
132.75 |
3.45 |
2.6% |
0.71 |
0.5% |
12% |
False |
False |
1,078,961 |
40 |
136.20 |
132.71 |
3.49 |
2.6% |
0.69 |
0.5% |
13% |
False |
False |
939,051 |
60 |
136.20 |
132.25 |
3.95 |
3.0% |
0.67 |
0.5% |
23% |
False |
False |
626,691 |
80 |
136.20 |
129.80 |
6.40 |
4.8% |
0.63 |
0.5% |
53% |
False |
False |
470,075 |
100 |
136.20 |
128.87 |
7.33 |
5.5% |
0.59 |
0.4% |
59% |
False |
False |
376,075 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.53 |
0.4% |
60% |
False |
False |
313,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.94 |
2.618 |
137.11 |
1.618 |
135.99 |
1.000 |
135.30 |
0.618 |
134.87 |
HIGH |
134.18 |
0.618 |
133.75 |
0.500 |
133.62 |
0.382 |
133.49 |
LOW |
133.06 |
0.618 |
132.37 |
1.000 |
131.94 |
1.618 |
131.25 |
2.618 |
130.13 |
4.250 |
128.30 |
|
|
Fisher Pivots for day following 21-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
133.62 |
133.66 |
PP |
133.47 |
133.49 |
S1 |
133.31 |
133.33 |
|